A sort of new microencapsulated phase change materials (MEPCM) based on paraffin wax core and poly (methyl methacrylate-co-methyl acrylate) shell with nano alumina (nano-Al2O3) inlay was synthesized through emulsion polymerization. Various techniques were used to characterize the as-prepared products so as to investigate the effect of nano-Al2O3 on morphology and thermal performance, including scanning electron microscopy (SEM), differential scanning calorimetry (DSC), thermogravimetric analysis (TGA) and thermal conductivity measurement. The results showed that the products achieved the best performance with 16% (monomer mass) nano-Al2O3 added under the optimal preparation conditions. The DSC results indicated that the phase change temperature of the composite exhibited appropriate phase change temperature and achieved high encapsulation efficiency. The thermal conductivity of the paraffin microcapsules is also significantly improved owing to the presence of high thermal conductive nano-Al2O3. This synthetic technique can be a perspective way to prepare the MEPCM with enhanced thermal transfer and phase change properties for potential applications to energy-saving building materials. (C) 2014 Elsevier Ltd. All rights reserved.